+297.5%
GDXJ vs LTH
+155.4%
+142.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | +0.9% | -4.0% | +4.9% | +1.6% |
| 30D | +8.8% | -1.7% | +10.5% | +9.0% |
| 3M | +29.8% | +28.0% | +1.9% | +23.8% |
| 6M | -5.8% | +54.1% | -59.9% | -12.9% |
| YTD | +13.6% | +57.1% | -43.5% | +4.7% |
| 1Y | +54.5% | +45.8% | +8.7% | +43.8% |
| All | +297.5% | +155.4% | +142.2% | +222.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling